NO.PZ2020033001000088
问题如下：
Generalized Pareto distribution, which requires the choice of a threshold, is used to model extreme losses. The threshold must be high enough to ___
选项：
A.
generate a heavy tail.
B.
generate a thin tail.
C.
achieve convergence to the generalized Pareto distribution.
D.
screen enough observations to estimate the parameters.
解释：
C is correct.
考点：Threshold level
解析：
A and B are incorrect. Heavy/thin tails are indicated by a tail index greater/less than zero, and the tail index is chosen by the researcher.
D is incorrect. Threshold must be low enough to get enough observations to estimate the parameters.
请问，什么情况会generate a heavy tail，什么情况下会generate a thin tail？是哪个知识点的概念，和极值理论有关系么？
